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Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…

Optimization and Control · Mathematics 2024-03-06 Zhen-Chen Guo , Xin Liang

This paper is devoted to discrete mechanical systems subject to external forces. We introduce a discrete version of systems with Rayleigh-type forces, obtain the equations of motion and characterize the equivalence for these systems.…

Mathematical Physics · Physics 2022-05-03 Manuel de León , Manuel Lainz , Asier López-Gordón

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

Optimization and Control · Mathematics 2013-12-30 Kai Du

A novel integrability condition for the Riccati equation, the simplest form of nonlinear ordinary differential equations, is obtained by using elementary quadrature method. Under this condition, the analytic general solution is presented,…

Exactly Solvable and Integrable Systems · Physics 2026-04-09 Zhao Ji-Xiang

Neutrino oscillations are studied in the general framework of open quantum systems by means of extended dynamics that take into account possible dissipative effects. These new phenomena induce modifications in the neutrino oscillation…

High Energy Physics - Phenomenology · Physics 2009-10-31 F. Benatti , R. Floreanini

In this paper we develop some group theoretical methods which are shown to be very useful for a better understanding of the properties of the Riccati equation and we discuss some of its integrability conditions from a group theoretical…

Mathematical Physics · Physics 2009-10-31 Jose F. Carinena , Arturo Ramos

The geometric theory of Lie systems is used to establish integrability conditions for several systems of differential equations, in particular some Riccati equations and Ermakov systems. Many different integrability criteria in the…

Mathematical Physics · Physics 2009-02-09 J. F. Cariñena , J. de Lucas

Standandard Hamiltonian mechanics in its homogeneous formulation is applied to the study of discontinuities representing rapid changes of Hamiltonians. Different formulations of Hamiltonian mechanics are reviewed. An original representation…

Mathematical Physics · Physics 2007-05-23 Wlodzimierz M. Tulczyjew

The relative equilibria of a symmetric Hamiltonian dynamical system are the critical points of the so-called augmented Hamiltonian. The underlying geometric structure of the system is used to decompose the critical point equations and…

Differential Geometry · Mathematics 2007-05-23 Pascal Chossat , Debra Lewis , Juan-Pablo Ortega , Tudor S. Ratiu

In this paper, we develop a Hamilton-Jacobi theory for forced Hamiltonian and Lagrangian systems. We study the complete solutions, particularize for Rayleigh systems and present some examples. Additionally, we present a method for the…

Mathematical Physics · Physics 2022-04-14 Manuel de León , Manuel Lainz , Asier López-Gordón

The bounds for the ratios of first and second kind modified Bessel functions of consecutive orders are important quantities appearing in a large number of scientific applications. We obtain new bounds which are accurate in a large region of…

Classical Analysis and ODEs · Mathematics 2016-06-08 D. Ruiz-Antolin , J. Segura

This work presents two simple criteria for determining the oscillatory nature of solutions to second-order differential equations with deviated arguments. These criteria extend the (Leighton-Wintner)-type criteria established by G.Q. Wang…

Classical Analysis and ODEs · Mathematics 2025-05-08 Ricardo Torres Naranjo

We calculate accurate eigenvalues of a bounded oscillator by means of the Riccati--Pad\'e method that is based on a rational approximation to a regularized logarithmic derivative of the wavefunction. Sequences of roots of Hankel…

Mathematical Physics · Physics 2009-11-13 Francisco M. Fernandez

In the presence of interactions the frequency of a simple harmonic oscillator deviates from the noninteracting one. Various methods can be used to compute the changes to the frequency perturbatively. Some of them resemble the methods used…

Classical Physics · Physics 2021-09-06 Saman Moghimi-Araghi , Farhang Loran

Following the previous work [1], we investigate the impact of damping on the oscillation of smooth solutions to some kind of quasilinear wave equations with Robin and Dirichlet boundary condition. By using generalized Riccati transformation…

Analysis of PDEs · Mathematics 2020-07-07 Ying Sui , Huimin Yu

This paper studies the oscillatory behavior of solutions to linear nonautonomous impulsive differential equations with piecewise constant arguments, including both advanced and delayed cases \[ x'(t) = a(t)x(t) + b(t)x([t-k]), \quad k \in…

Dynamical Systems · Mathematics 2026-03-31 Ricardo Torres Naranjo , Eugenio Trucco Vera , Özkan Öcal

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov

The relaxation function is the cornerstone to perform calculations in weakly driven processes. Properties that such a function should obey are already established, but the difficulty in its calculation is still an issue to be overcome. In…

Statistical Mechanics · Physics 2024-07-11 Pierre Nazé

We obtain novel criteria for the existence of local bifurcation for periodic solutions of Hamiltonian systems by a comparison principle of the spectral flow. Our method allows to find the appearance of new solutions by a simple inspection…

Dynamical Systems · Mathematics 2026-01-01 Helene Cyris , Joanna Janczewska , Nils Waterstraat

Several instances of integrable Riccati equations are analyzed from the geometric perspective of the theory of Lie systems. This provides us a unifying viewpoint for previous approaches.

Mathematical Physics · Physics 2008-10-13 Jose F. Cariñena , Javier de Lucas , Arturo Ramos